Description

This analysis provides a forecast of SPY prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2026-02-01 649.325355 665.082795 680.585073 696.979779 713.821418 730.613243 748.617149
2026-02-08 628.407671 651.561044 674.649730 699.400550 725.180619 751.240244 779.573534
2026-02-15 612.857368 641.212118 669.772961 700.700079 733.247882 766.488816 803.010407
2026-02-22 600.648516 633.153911 666.168619 702.218635 740.484884 779.902156 823.589696
2026-03-01 589.833277 625.807189 662.609739 703.089676 746.381503 791.310851 841.490445
2026-03-08 579.624861 618.561340 658.653180 703.040069 750.830878 800.764706 856.919719
2026-03-15 571.861387 613.537190 656.705030 704.785130 756.873998 811.637551 873.617427
2026-03-22 563.536500 607.583115 653.457055 704.835223 760.816926 820.012592 887.405459
2026-03-29 557.424789 603.776546 652.300528 706.931287 766.779551 830.408355 903.253992
2026-04-05 552.521766 601.086148 652.174813 709.978323 773.627738 841.647655 919.935132
2026-04-12 547.065354 597.610530 651.028334 711.750641 778.939338 851.093412 934.558753
2026-04-19 543.334242 595.890424 651.679739 715.383926 786.202147 862.613091 951.433553
2026-04-26 538.886456 593.272602 651.251159 717.743379 791.995366 872.477065 966.470918
2026-05-03 534.771980 590.908499 650.999138 720.202560 797.819234 882.318664 981.454812
2026-05-10 530.106188 587.815765 649.833575 721.543574 802.308213 890.606967 994.654794
2026-05-17 525.830555 585.058100 648.949455 723.113081 806.979648 899.045796 1007.994407
2026-05-24 521.296831 581.914384 647.545058 724.013414 810.824547 906.500883 1020.187488
2026-05-31 516.307596 578.163808 645.372246 723.962138 813.518614 912.598526 1030.797673
2026-06-07 512.763115 575.973149 644.890851 725.765908 818.268644 920.993782 1044.021801
2026-06-14 508.196046 572.542008 642.932200 725.817687 820.958832 926.997603 1054.474155
2026-06-21 505.189687 570.828023 642.868609 727.984294 826.031068 935.701282 1068.037392
2026-06-28 502.948904 569.936949 643.696964 731.133927 832.205338 945.659202 1083.066554
2026-07-05 499.951785 568.122332 643.419496 732.965948 836.824936 953.808238 1095.997932